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**17**.

## Article

Ji, L orcid.org/0000-0002-7790-7765, Liu, P and Robert, S
(2019)
*Tail asymptotic behavior of the supremum of a class of chi-square processes.*
Statistics and Probability Letters, 154.
108551.
ISSN 0167-7152

Dębicki, K, Ji, L orcid.org/0000-0002-7790-7765 and Rolski, T
(2019)
*Logarithmic Asymptotics For Probability Of Component-Wise Ruin In A Two-Dimensional Brownian Model.*
Risks, 7 (3).
83.
ISSN 2227-9091

Debicki, K, Hashorva, E, Ji, L et al. (1 more author)
(2018)
*Extremal behaviour of hitting a cone by correlated Brownian motion with drift.*
Stochastic Processes and their Applications, 128 (12).
pp. 4171-4206.
ISSN 0304-4149

Bai, L, Debicki, K, Hashorva, E et al. (1 more author)
(2018)
*Extremes of threshold-dependent Gaussian processes.*
Science China Mathematics, 61 (11).
pp. 1971-2002.
ISSN 1674-7283

Ji, L and Robert, S
(2018)
*Ruin problems of a two-dimensional fractional Brownian motion risk process.*
Stochastic Models, 34 (1).
pp. 73-97.
ISSN 1532-6349

Debicki, K, Hashorva, E, Ji, L orcid.org/0000-0002-7790-7765 et al. (1 more author)
(2017)
*Comparison inequalities for order statistics of Gaussian arrays.*
ALEA : Latin American Journal of Probability and Mathematical Statistics, 14.
pp. 93-116.
ISSN 1980-0436

Liu, P and Ji, L
(2017)
*Extremes of locally stationary chi-square processes with trend.*
Stochastic Processes and their Applications, 127 (2).
pp. 497-525.
ISSN 0304-4149

Liu, P, Zhang, C and Ji, L
(2017)
*A note on ruin problems in perturbed classical risk models.*
Statistics & Probability Letters, 120.
C.
pp. 28-33.
ISSN 0167-7152

Liu, P and Ji, L orcid.org/0000-0002-7790-7765
(2016)
*Extremes of chi-square processes with trend.*
Probability and Mathematical Statistics, 36.
pp. 1-20.
ISSN 0208-4147

Albin, P, Hashorva, E, Ji, L orcid.org/0000-0002-7790-7765 et al. (1 more author)
(2016)
*Extremes and limit theorems for difference of chi-type processes.*
ESAIM: Probability and Statistics, 20.
pp. 349-366.
ISSN 1292-8100

Dȩbicki, K, Hashorva, E and Ji, L orcid.org/0000-0002-7790-7765
(2016)
*Extremes of a class of nonhomogeneous Gaussian random fields.*
The Annals of Probability, 44 (2).
pp. 984-1012.
ISSN 0091-1798

Dębicki, K, Hashorva, E and Ji, L orcid.org/0000-0002-7790-7765
(2016)
*Parisian ruin over a finite-time horizon.*
Science China Mathematics, 59 (3).
pp. 557-572.
ISSN 1674-7283

Liu, P, Hashorva, E and Ji, L orcid.org/0000-0002-7790-7765
(2015)
*On the γ-reflected processes with fBm input.*
Lithuanian Mathematical Journal, 55 (3).
pp. 402-412.
ISSN 1573-8825

Dȩbicki, K, Hashorva, E, Ji, L orcid.org/0000-0002-7790-7765 et al. (1 more author)
(2015)
*Extremes of vector-valued Gaussian processes: Exact asymptotics.*
Stochastic Processes and their Applications, 125 (11).
pp. 4039-4065.
ISSN 0304-4149

Hashorva, E and Ji, L orcid.org/0000-0002-7790-7765
(2015)
*Extremes of a(t)-locally stationary Gaussian random fields.*
Transactions of the American Mathematical Society, 368 (1).
pp. 1-26.
ISSN 0002-9947

Dębicki, K, Hashorva, E and Ji, L orcid.org/0000-0002-7790-7765
(2015)
*Parisian ruin of self-similar Gaussian risk processes.*
Journal of Applied Probability, 52 (03).
pp. 688-702.
ISSN 0021-9002

Dȩbicki, K, Hashorva, E and Ji, L orcid.org/0000-0002-7790-7765
(2015)
*Gaussian risk models with financial constraints.*
Scandinavian Actuarial Journal, 2015 (6).
pp. 469-481.
ISSN 0346-1238